Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970)
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scientific article; zbMATH DE number 1869224
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| English | Consistent order selection with strongly dependent data and its application to efficient estimation. |
scientific article; zbMATH DE number 1869224 |
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Consistent order selection with strongly dependent data and its application to efficient estimation. (English)
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17 February 2003
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order selection
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distributed lag models
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strong dependence
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0.8410000801086426
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0.7999328970909119
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0.7925553917884827
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0.7893166542053223
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0.7888287901878357
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